/*
 Copyright (C) 2011 Tim Blackler

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <jquant-devel@lists.sourceforge.net>. The license is also available online at
 <http://www.jquantlib.org/index.php/LICENSE.TXT>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */
package org.jquantlib.indexes;


import org.jquantlib.quotes.Handle;
import org.jquantlib.termstructures.YieldTermStructure;

/**
 * Overnight EUR Libor index
 * 
 * @note This is the London fixing by BBA . Use Euribor if you're interested in the rate fixed by the ECB.
 *
 * @author Tim Blackler
 **/
public class DailyTenorEURLiborON extends DailyTenorEURLibor {
    
    public DailyTenorEURLiborON() {
    	this(new Handle<YieldTermStructure>());
    }
	
    public DailyTenorEURLiborON(final Handle<YieldTermStructure> h) {
        super(0, h);
    }
}
